Basic questions on options, what a market maker does/how it makes money; two brain teasers; motivational questions.
Quantitative Research Intern Interview Questions
3,500 quantitative research intern interview questions shared by candidates
Research, coding language, portfolio construction, backtesting
Given a dataset of investment analyst sentiment, how would you extract signal? Word problem wrapping a Markov chain stationary distribution.
Explain the Central Limit Theorem to me.
Martingales, probability, Linear Algebra.
Round 1: 6 OA problems 40 minutes which had probability and linear algebra. Being familiar with matrix manipulation, Poisson PDF, recursion relations is more than enough. Round 2: 30 min CV review and motivation as to why QR rather than doing research in academia. Next 30 minutes: 4 probability/brain-teaser/linear algebra/market making. The probability/brainteaser problems are of style that are seen in dynamic programming i.e. recursive relation but no live coding was asked.
There were alphas that we had to make
What is the minimal natural number that ends with digit 4 such that moving its last digit to the first position (i.e. 1234 => 4123) increases it exactly fourfold? Answer:___
Steps tetrahedron, expectations
Derive formula for linear regression
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